+103.2%
TOST vs ZETA
+273.0%
-169.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.3% | -6.7% | -2.7% |
| 7D | +9.4% | -0.4% | +9.9% | +9.4% |
| 30D | +13.5% | -8.0% | +21.5% | +15.6% |
| 3M | -0.1% | +21.4% | -21.5% | -5.7% |
| 6M | +22.5% | +80.1% | -57.6% | +4.0% |
| YTD | -2.4% | +52.5% | -54.8% | -14.5% |
| 1Y | -4.7% | +58.5% | -63.2% | -17.5% |
| 3Y | +103.2% | +281.7% | -178.4% | +1.6% |
| All | +103.2% | +273.0% | -169.7% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ZETA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling